+63.3%
QBTS vs GPC
+68.4%
-5.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | -22.5% | +6.0% | -28.5% | -23.9% |
| 3M | -40.0% | +42.6% | -82.6% | -46.9% |
| 6M | -12.3% | +22.8% | -35.1% | -18.7% |
| YTD | -36.6% | +15.5% | -52.0% | -40.3% |
| 1Y | +8.4% | +2.0% | +6.4% | +5.6% |
| 3Y | +1,380.4% | -1.4% | +1,381.8% | +1,270.4% |
| 5Y | +69.7% | +30.6% | +39.1% | +58.4% |
| All | +63.3% | +68.4% | -5.1% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling